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Risk Management

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By Bill Kelly, CEO, CAIA Association The quote “what gets measured gets managed” is oft-times attributed to…
Educational Alpha, State of the Industry, Risk Management
A new paper by four U.S. scholars makes a contribution to the literature on factors and the modeling of stock…
Asset Allocation, Risk Management
A new paper, by Adriano Tosi, of the University of Zurich, Switzerland, looks at the mispricing of a cross-…
Risk Management, Hedge Funds
A new study of volatility in commodity prices indicates that both the total and the decomposed variance risk…
Risk Management
Yes, it sounds a bit like the phrase “jumbo shrimp,” in terms of sense, but a “long short-term memory neural…
State of the Industry, Risk Management
The fifth Ben Graham Annual Conference, the marquee event of the CFA Society New York, took place as…
State of the Industry, Risk Management
In a recent white paper, a trend analyst and a portfolio manager at Robeco put their heads together to look…
Risk Management
On May 30, CAIA France sponsored a panel discussion on absolute return strategies, held at the headquarters…
Risk Management, Asset Allocation
There has been some political excitement of late concerning the repeal of part of the Dodd-Frank statute,…
Risk Management, Hedge Funds
Greenwich Associates has produced research, commissioned by the Options Industry Council, about the way…
Risk Management
The outsourcing of fund administration tasks in real estate is not a new idea. But, as KPMG says in a new…
Risk Management, Real Estate
A recent paper by Michael Stutzer, of the University of Colorado at Boulder, Leeds School of Business,…
Risk Management, Asset Allocation
Alan D. Crane and two colleagues have written a paper on whether and how hedge funds profit from publicly…
Risk Management, Hedge Funds, Asset Allocation
Roberto Obregon, of the Meketa Investment Group, has written a paper (available at SSRN) on the use of…
Risk Management, Asset Allocation
A recent paper from Robeco discusses whether a liquidity premium exists in the stock market. The authors,…
Asset Allocation, Risk Management